-22.5%
KWEB vs EPAM
+74.2%
-96.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.3% | -0.3% |
| 7D | -5.6% | +0.7% | -6.3% | -5.8% |
| 30D | -10.7% | +17.6% | -28.2% | -15.2% |
| 3M | -7.4% | +27.1% | -34.5% | -15.5% |
| 6M | -19.3% | -17.0% | -2.4% | -16.3% |
| YTD | -27.8% | -42.4% | +14.7% | -16.9% |
| 1Y | -35.9% | -25.3% | -10.6% | -32.8% |
| 3Y | -1.9% | -55.7% | +53.8% | +15.4% |
| 5Y | -43.2% | -81.2% | +38.0% | -20.2% |
| All | -22.5% | +74.2% | -96.8% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling